+43.6%
IEFA vs DOC
-21.4%
+65.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.6% | +6.5% | -8.0% | -3.3% |
| 30D | -1.5% | +9.2% | -10.6% | -3.9% |
| 3M | -5.2% | -2.5% | -2.7% | -4.6% |
| 6M | -1.6% | +7.1% | -8.7% | -3.9% |
| YTD | +7.7% | +33.0% | -25.3% | -2.0% |
| 1Y | +12.2% | +23.3% | -11.1% | +4.4% |
| 3Y | +62.1% | +44.9% | +17.1% | +40.1% |
| All | +43.6% | -21.4% | +65.1% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling